
Continuous-Time Stochastic Control and Optimization with Financial Applications (English, Huyên Pham)
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Specifications
| Publisher | Springer |
| Language | English |
| ISBN-13 | 9783540894995 |
| ISBN-10 | 3540894993 |
| Author | Huyên Pham |
Product Description
Here on GlowMirror, you'll find Continuous-Time Stochastic Control and Optimization with Financial Applications filed under Springer -- everything you need to know is covered below.
About the Book
From the Back Cover Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosit…
ISBN: 9783540894995
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Continuous-Time Stochastic Control and Optimization with Financial Applications
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in Springer
Who Should Read This
Students and professionals interested in Springer, as well as general readers looking to expand their knowledge.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
Customer Reviews
Great introduction and reference
This book is an amazing introduction to continuous time stochastic control. It is oriented towards applied mathematicians but it can also be used by economists with great benefits.A solid command of stochastic calculus is required. The first few chapters are great introductions to dynamic programing, the HJB, verification theorems, and viscosity solutions. The second part of the book is more advanced.Highly recommended!





